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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+1.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$124B
AUM Growth
+$2.86B
Cap. Flow
+$2.19B
Cap. Flow %
1.77%
Top 10 Hldgs %
15.96%
Holding
4,116
New
162
Increased
2,309
Reduced
1,443
Closed
177

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$151M
2
FIS icon
Fidelity National Information Services
FIS
+$84.4M
3
LHX icon
L3Harris
LHX
+$74.3M
4
OXY icon
Occidental Petroleum
OXY
+$62.3M
5
AAPL icon
Apple
AAPL
+$55.8M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$105M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$96.4M
3
APC
Anadarko Petroleum
APC
+$90.4M
4
WP
Worldpay, Inc.
WP
+$59.6M
5
LLL
L3 Technologies, Inc.
LLL
+$56.2M

Sector Composition

Rank Sector Weight
1 Technology 15.42%
2 Financials 14.03%
3 Healthcare 11.26%
4 Consumer Discretionary 8.67%
5 Industrials 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SYBT icon
2501
Stock Yards Bancorp
SYBT
$2.52B
$1.26M ﹤0.01%
34,456
+1,975
+6% +$72K
PTCT icon
2502
PTC Therapeutics
PTCT
$6.25B
$1.26M ﹤0.01%
37,328
+3,620
+11% +$158K
ETD icon
2503
Ethan Allen Interiors
ETD
$606M
$1.26M ﹤0.01%
65,767
-44,528
-40% -$847K
HBNC icon
2504
Horizon Bancorp
HBNC
$1.06B
$1.26M ﹤0.01%
72,334
+23,561
+48% +$392K
TDW icon
2505
Tidewater
TDW
$3.71B
$1.26M ﹤0.01%
83,146
-27,415
-25% -$517K
JAG
2506
DELISTED
Jagged Peak Energy Inc.
JAG
$1.25M ﹤0.01%
172,546
+147,194
+581% +$1.09M
EEMS icon
2507
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$350M
$1.25M ﹤0.01%
29,699
+5,950
+25% +$253K
TILE icon
2508
Interface
TILE
$2B
$1.25M ﹤0.01%
86,643
-52,497
-38% -$687K
BMA icon
2509
Banco Macro
BMA
$5.81B
$1.25M ﹤0.01%
48,030
+15,975
+50% +$745K
BOOM icon
2510
DMC Global
BOOM
$112M
$1.25M ﹤0.01%
28,325
-13,830
-33% -$695K
JHMM icon
2511
John Hancock Multifactor Mid Cap ETF
JHMM
$5.96B
$1.24M ﹤0.01%
33,718
+2,765
+9% +$101K
FG
2512
DELISTED
FGL Holdings Ordinary Shares
FG
$1.24M ﹤0.01%
155,435
-17,276
-10% -$137K
CLW icon
2513
Clearwater Paper
CLW
$282M
$1.24M ﹤0.01%
58,607
-31,576
-35% -$561K
MMI icon
2514
Marcus & Millichap
MMI
$1.2B
$1.24M ﹤0.01%
34,843
+12,786
+58% +$436K
SWI
2515
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.24M ﹤0.01%
63,554
-9,009
-12% -$171K
RRGB icon
2516
Red Robin
RRGB
$139M
$1.24M ﹤0.01%
37,171
-386
-1% -$12.7K
GSAH.U
2517
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$1.24M ﹤0.01%
115,986
– –
AT
2518
DELISTED
Atlantic Power Corporation
AT
$1.23M ﹤0.01%
527,238
-44,469
-8% -$107K
OPY icon
2519
Oppenheimer Holdings
OPY
$1.2B
$1.23M ﹤0.01%
40,816
-4,539
-10% -$130K
PEI
2520
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$1.23M ﹤0.01%
14,279
-14,926
-51% -$1.27M
MRTX
2521
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.22M ﹤0.01%
15,692
-2,057
-12% -$193K
CBB
2522
DELISTED
Cincinnati Bell Inc.
CBB
$1.22M ﹤0.01%
240,526
+50,769
+27% +$249K
HAYN
2523
DELISTED
Haynes International, Inc.
HAYN
$1.22M ﹤0.01%
33,939
+2,707
+9% +$85.6K
VSTO
2524
DELISTED
Vista Outdoor Inc.
VSTO
$1.21M ﹤0.01%
195,289
-34,538
-15% -$228K
VSI
2525
DELISTED
Vitamin Shoppe Inc.
VSI
$1.2M ﹤0.01%
184,663
-39,351
-18% -$221K
99 100
101
102 103

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q3 2019 Portfolio in Review

As of Q3 2019, Parametric Portfolio Associates held 4,116 positions worth $124B, up 2.4% from $121B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2019 filing shows 162 new, 2,309 increased, 1,443 reduced and 177 closed positions. Its largest new stake was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M. The largest sale was Red Hat Inc, an estimated $105M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2019 buy was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2019, an estimated $151M increase.
  • Parametric Portfolio Associates's biggest Q3 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $96.4M.
  • Parametric Portfolio Associates fully exited Red Hat Inc in Q3 2019, selling an estimated $105M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $124B portfolio in Q3 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 177 in Q3 2019.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $124B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2019, filed 15 Nov 2019.